-2.7%
GFS vs NWSA
+34.6%
-37.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.8% |
| 7D | +2.6% | -2.6% | +5.3% | +4.1% |
| 30D | -16.4% | +4.6% | -20.9% | -18.6% |
| 3M | -41.6% | +10.2% | -51.8% | -45.9% |
| 6M | -3.7% | +21.6% | -25.3% | -17.2% |
| YTD | +29.3% | +14.6% | +14.7% | +14.4% |
| 1Y | +37.1% | +0.4% | +36.8% | +33.6% |
| 3Y | -22.1% | +45.0% | -67.1% | -40.6% |
| All | -2.7% | +34.6% | -37.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling